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Sierra Chart plot bid, ask, last


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  #1 (permalink)
 
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 Big Mike 
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I'm trying to plot the bid, ask, and last of an instrument. Not the bid volume or ask volume, but the actual inside bid/ask.

Is this not possible or have I just missed it? I am looking at a 1-second resolution chart and wanted to visualize the bid/ask spread for an instrument that only trades a few times a minute, so the bid/ask spread is very useful.

Mike




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 Jolew 
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You can append -BID and -ASK to a symbol and then overlay the data onto your last data.

Also, you might want to look at the Time and Sales - Bid&Ask study, though this moves in real time so it won't be sync'd with your one second data


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 Big Mike 
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Jolew View Post
You can append -BID and -ASK to a symbol and then overlay the data onto your last data.

Also, you might want to look at the Time and Sales - Bid&Ask study, though this moves in real time so it won't be sync'd with your one second data

Awesome, had no idea you could do that.

Mike




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 Big Mike 
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Jolew View Post
You can append -BID and -ASK to a symbol and then overlay the data onto your last data.

Worked perfectly, thx.



Mike




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  #5 (permalink)
 
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 Big Mike 
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Found the document on this:
Sierra Chart - Data Recording Modes


Quoting 

Data Recording Suffixes

-BID
Only the Bid price is used. The Ask and Last trade prices are ignored.

-ASK
Only the Ask price is used. The Bid and Last trade prices are ignored.

-BIDASK
The Bid and Ask prices are used. The Last trade price is ignored. When using this Recording Mode, you need to use Sierra Chart version 724 or higher.

-BAAVG
The average of the Bid and Ask is used. The Last trade price is ignored.

-ALL
The Bid, Ask, and Last trade prices are used. When using this Recording Mode, you need to use Sierra Chart version 754 or higher.

*Last modified Monday, 07th November, 2011.

Mike




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Last Updated on August 18, 2012


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